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VLU vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VLU vs. VTV

Last updated Aug 2, 2026
Documentation

VLU (SPDR S&P 1500 Value Tilt ETF) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds - VLU tracks the S&P 1500 Low Valuation Tilt Index while VTV tracks the CRSP US Large Cap Value Index. Both are passively managed. Over the past 10 years, VLU returned 14.00%/yr vs 12.57%/yr for VTV. Their 0.73 correlation means they have sometimes moved together and sometimes differently. VLU charges 0.12%/yr vs 0.04%/yr for VTV.

Performance

VLU vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 1500 Value Tilt ETF (VLU) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with VLU having a 16.52% return and VTV slightly lower at 16.37%. Over the past 10 years, VLU has outperformed VTV with an annualized return of 14.00%, while VTV has yielded a comparatively lower 12.57% annualized return.

VLU

1D
0.42%
1M
1.50%
6M
11.90%
YTD
16.52%
1Y
29.85%
3Y*
18.77%
5Y*
12.95%
10Y*
14.00%
ALL TIME*
13.78%

VTV

1D
-0.27%
1M
0.36%
6M
11.27%
YTD
16.37%
1Y
27.94%
3Y*
17.12%
5Y*
12.29%
10Y*
12.57%
ALL TIME*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

VLU

SPDR S&P 1500 Value Tilt ETF
$1.48M$1.36M$1.62M

VTV

Vanguard Value ETF
$688.19M$688.42M$619.05M

VLU vs. VTV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VLU
SPDR S&P 1500 Value Tilt ETF		16.52%16.70%17.24%17.18%-8.24%30.95%9.91%26.20%-7.89%18.16%
VTV
Vanguard Value ETF		16.37%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Correlation

The correlation between VLU and VTV is 0.88, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.88

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2012

0.73

The correlation between VLU and VTV shifts across timeframes, from 0.73 (all time) to 0.95 (5 years), reflecting how their relationship changes across market environments.

VLU vs. VTV - Sectors Allocation Comparison

Sectors
VLU
VTV

Financial Services

19.3%
22.4%

Technology

18.4%
15.3%

Healthcare

12.3%
15.2%

Consumer Cyclical

10.4%
3.9%

Industrials

8.8%
14.3%

Communication Services

8.0%
2.9%

Consumer Defensive

7.1%
8.7%

Energy

6.3%
6.9%

Utilities

3.6%
4.8%

Real Estate

3.5%
2.5%

Basic Materials

2.4%
3.0%

Financial Services

VLU
19.3%
VTV
22.4%

Technology

VLU
18.4%
VTV
15.3%

Healthcare

VLU
12.3%
VTV
15.2%

Consumer Cyclical

VLU
10.4%
VTV
3.9%

Industrials

VLU
8.8%
VTV
14.3%

Communication Services

VLU
8.0%
VTV
2.9%

Consumer Defensive

VLU
7.1%
VTV
8.7%

Energy

VLU
6.3%
VTV
6.9%

Utilities

VLU
3.6%
VTV
4.8%

Real Estate

VLU
3.5%
VTV
2.5%

Basic Materials

VLU
2.4%
VTV
3.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR S&P 1500 Value Tilt ETF

Vanguard Value ETF

Often compared with VLU:
VLU vs. VLUEVLU vs. VYMVLU vs. SCHDVLU vs. WTVVLU vs. MMTMVLU vs. AOAVLU vs. EWMC
Often compared with VTV:
VTV vs. VOOVTV vs. SCHDVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG

Return for Risk

VLU vs. VTV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VLU
VLU Risk / Return Rank: 9393
Overall Rank
VLU Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VLU Sortino Ratio Rank: 9393
Sortino Ratio Rank
VLU Omega Ratio Rank: 9393
Omega Ratio Rank
VLU Calmar Ratio Rank: 9393
Calmar Ratio Rank
VLU Martin Ratio Rank: 9494
Martin Ratio Rank
VTV
VTV Risk / Return Rank: 9393
Overall Rank
VTV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 9494
Sortino Ratio Rank
VTV Omega Ratio Rank: 9393
Omega Ratio Rank
VTV Calmar Ratio Rank: 9292
Calmar Ratio Rank
VTV Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VLU vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Value Tilt ETF (VLU) and Vanguard Value ETF (VTV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VLUVTVDifference
Sharpe ratioReturn per unit of total volatility
2.60
2.62

-0.02

Sortino ratioReturn per unit of downside risk
3.58
3.74

-0.16

Omega ratioGain probability vs. loss probability

1.48

1.47

+0.01

Calmar ratioReturn relative to maximum drawdown

4.43

4.24

+0.19

Martin ratioReturn relative to average drawdown

18.41

16.42

+1.99

VLU vs. VTV - Sharpe Ratio Comparison

The current VLU Sharpe Ratio is 2.60, which is comparable to the VTV Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of VLU and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VLU vs. VTV - Drawdown Comparison

The maximum VLU drawdown since its inception was -37.39%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for VLU and VTV.

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Drawdown Indicators

VLUVTVDifference

Max Drawdown

Largest peak-to-trough decline

-37.39%

-59.27%

+21.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

-6.35%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

-14.52%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-17.04%

-2.51%

Max Drawdown (10Y)

Largest decline over 10 years

-37.39%

-36.78%

-0.61%

Current Drawdown

Current decline from peak

-0.29%

-1.36%

+1.07%

Average Drawdown

Average peak-to-trough decline

-3.70%

-7.82%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.64%

-0.11%

Volatility

VLU vs. VTV - Volatility Comparison

SPDR S&P 1500 Value Tilt ETF (VLU) and Vanguard Value ETF (VTV) have volatilities of 2.62% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VLUVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.62%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.64%

7.72%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.86%

10.36%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

13.82%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

16.61%

+1.35%

VLU vs. VTV - Expense Ratio Comparison

VLU has a 0.12% expense ratio, which is higher than VTV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VLU vs. VTV - Dividend Comparison

VLU's dividend yield for the trailing twelve months is around 1.59%, less than VTV's 1.86% yield.

PositionTTM20252024202320222021202020192018201720162015
VLU
SPDR S&P 1500 Value Tilt ETF		1.59%1.82%2.00%2.02%2.16%1.86%1.98%2.19%2.57%1.96%2.14%6.37%
VTV
Vanguard Value ETF		1.86%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions

VLU and VTV have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTV has higher volatility (2.62%) compared to VLU (2.62%). In terms of maximum drawdown, VLU dropped -37.39% vs VTV's -59.27%.

On 10-year performance, VLU leads with 14.00% vs 12.57% for VTV. On fees, VTV is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VLU has performed better with a 14.00% return vs 12.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTV is cheaper with a 0.04% expense ratio, compared with 0.12% for VLU.

VTV has the higher dividend yield at 1.86%, compared with 1.59% for VLU.

VLU tracks S&P 1500 Low Valuation Tilt Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.12% for VLU and 0.04% for VTV.

VTV currently has the higher Sharpe Ratio (2.62 vs 2.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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